CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3802 |
1.3780 |
-0.0022 |
-0.2% |
1.3593 |
| High |
1.3837 |
1.3800 |
-0.0037 |
-0.3% |
1.3735 |
| Low |
1.3746 |
1.3593 |
-0.0153 |
-1.1% |
1.3526 |
| Close |
1.3774 |
1.3612 |
-0.0162 |
-1.2% |
1.3592 |
| Range |
0.0091 |
0.0207 |
0.0116 |
127.5% |
0.0209 |
| ATR |
0.0137 |
0.0142 |
0.0005 |
3.7% |
0.0000 |
| Volume |
713 |
704 |
-9 |
-1.3% |
3,651 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4289 |
1.4158 |
1.3726 |
|
| R3 |
1.4082 |
1.3951 |
1.3669 |
|
| R2 |
1.3875 |
1.3875 |
1.3650 |
|
| R1 |
1.3744 |
1.3744 |
1.3631 |
1.3706 |
| PP |
1.3668 |
1.3668 |
1.3668 |
1.3650 |
| S1 |
1.3537 |
1.3537 |
1.3593 |
1.3499 |
| S2 |
1.3461 |
1.3461 |
1.3574 |
|
| S3 |
1.3254 |
1.3330 |
1.3555 |
|
| S4 |
1.3047 |
1.3123 |
1.3498 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4245 |
1.4127 |
1.3707 |
|
| R3 |
1.4036 |
1.3918 |
1.3649 |
|
| R2 |
1.3827 |
1.3827 |
1.3630 |
|
| R1 |
1.3709 |
1.3709 |
1.3611 |
1.3664 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3595 |
| S1 |
1.3500 |
1.3500 |
1.3573 |
1.3455 |
| S2 |
1.3409 |
1.3409 |
1.3554 |
|
| S3 |
1.3200 |
1.3291 |
1.3535 |
|
| S4 |
1.2991 |
1.3082 |
1.3477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3837 |
1.3526 |
0.0311 |
2.3% |
0.0158 |
1.2% |
28% |
False |
False |
780 |
| 10 |
1.3837 |
1.3444 |
0.0393 |
2.9% |
0.0140 |
1.0% |
43% |
False |
False |
741 |
| 20 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0145 |
1.1% |
77% |
False |
False |
730 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0132 |
1.0% |
77% |
False |
False |
450 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0106 |
0.8% |
77% |
False |
False |
304 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0081 |
0.6% |
57% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4680 |
|
2.618 |
1.4342 |
|
1.618 |
1.4135 |
|
1.000 |
1.4007 |
|
0.618 |
1.3928 |
|
HIGH |
1.3800 |
|
0.618 |
1.3721 |
|
0.500 |
1.3697 |
|
0.382 |
1.3672 |
|
LOW |
1.3593 |
|
0.618 |
1.3465 |
|
1.000 |
1.3386 |
|
1.618 |
1.3258 |
|
2.618 |
1.3051 |
|
4.250 |
1.2713 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3697 |
1.3715 |
| PP |
1.3668 |
1.3681 |
| S1 |
1.3640 |
1.3646 |
|